Related papers: Functional regression with randomized signatures: …
The Self-Healing Umbrella Sampling (SHUS) algorithm is an adaptive biasing algorithm which has been proposed to efficiently sample a multimodal probability measure. We show that this method can be seen as a variant of the well-known…
For some special data in reality, such as the genetic data, adjacent genes may have the similar function. Thus ensuring the smoothness between adjacent genes is highly necessary. But, in this case, the standard lasso penalty just doesn't…
Distribution Regression (DR) on stochastic processes describes the learning task of regression on collections of time series. Path signatures, a technique prevalent in stochastic analysis, have been used to solve the DR problem. Recent…
The improvement of mortality projection is a pivotal topic in the diverse branches related to insurance, demography, and public policy. Motivated by the thread of Lee-Carter related models, we propose a Bayesian model to estimate and…
Shape restrictions on functional regression coefficients such as non-negativity, monotonicity, convexity or concavity are often available in the form of a prior knowledge or required to maintain a structural consistency in functional…
Traditional multi-population models, such as the Li-Lee framework, rely on the assumption of mean-reverting country-specific deviations. However, recent data from high-longevity clusters suggest a systemic break in this paradigm. We…
Accurate prediction of suicide risk in mental health patients remains an open problem. Existing methods including clinician judgments have acceptable sensitivity, but yield many false positives. Exploiting administrative data has a great…
Selection HHs are randomised search methodologies which choose and execute heuristics during the optimisation process from a set of low-level heuristics. A machine learning mechanism is generally used to decide which low-level heuristic…
Environmental hazards place certain individuals at disproportionately higher risks. As these hazards increasingly endanger human health, precise identification of the most vulnerable population subgroups is critical for public health.…
This paper presents the link between stochastic approximation and clinical trials based on randomized urn models investigated in Bai and Hu (1999,2005) and Bai, Hu and Shen (2002). We reformulate the dynamics of both the urn composition and…
This work proposes a method for modeling and forecasting mortality rates. It constitutes an improvement over previous studies by incorporating both the historical evolution of the mortality phenomenon and its random behavior. In the first…
We posit that we can generate more robust and performant heuristics if we augment approaches using LLMs for heuristic design with tools that explain why heuristics underperform and suggestions about how to fix them. We find even simple…
A long memory and non-linear realized volatility model class is proposed for direct Value at Risk (VaR) forecasting. This model, referred to as RNN-HAR, extends the heterogeneous autoregressive (HAR) model, a framework known for efficiently…
The healthcare sector has experienced a rapid accumulation of digital data recently, especially in the form of electronic health records (EHRs). EHRs constitute a precious resource that IS researchers could utilize for clinical applications…
We introduce a modular framework that extends the signature method to handle American option pricing under evolving volatility roughness. Building on the signature-pricing framework of Bayer et al. (2025), we add three practical…
Sophisticated gated recurrent neural network architectures like LSTMs and GRUs have been shown to be highly effective in a myriad of applications. We develop an un-gated unit, the statistical recurrent unit (SRU), that is able to learn long…
We introduce and study a new model for functional data. The ARHD is an autoregressive model in which the first order derivative of the random curves appears explicitely. Convergent estimates are obtained through a double penalization…
Probabilistic survival predictions from models trained with Maximum Likelihood Estimation (MLE) can have high, and sometimes unacceptably high variance. The field of meteorology, where the paradigm of maximizing sharpness subject to…
This research explores how total mortality figures relate to age-standardized death rates within the United States, using the complete historical record of national mortality statistics. Through a detailed investigation of both all-cause…
Suicide is a leading cause of death in the United States, and understanding the circumstances that precede it requires extracting structured information from death investigation narratives. Many of these circumstances require semantic…